Statistics & Probability Letters

1982 - 2025

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 104, issue C, 2015

The Davis–Gut law for moving average processes pp. 1-6

Xiangdong Liu, Hangyong Qian and Linqiu Cao

Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring pp. 7-13

Kazuya Nishimura, Shun Matsuura and Hideo Suzuki

Robust parameter change test for Poisson autoregressive models pp. 14-21

Jiwon Kang and Junmo Song

A simple proof for the convexity of the Choquet integral pp. 22-25

Aurélien Alfonsi

Model verification for Lévy-driven Ornstein–Uhlenbeck processes with estimated parameters pp. 26-35

Ibrahim Abdelrazeq

Large deviations for a class of counting processes and some statistical applications pp. 36-48

Claudio Macci and Barbara Pacchiarotti

The strong representation for the nonparametric estimator of length-biased and right-censored data pp. 49-57

Jianhua Shi, Xiaoping Chen and Yong Zhou

Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes pp. 58-67

Shuyang Bai, Mamikon S. Ginovyan and Murad S. Taqqu

Intuitive approximations in discrete renewal theory, Part 1: Regularly varying case pp. 68-74

Edward Omey and Stefan Van Gulck

The Kumaraswamy skew-normal distribution pp. 75-81

Valentina Mameli

Sharp L1(ℓq) estimate for a sequence and its predictable projection pp. 82-86

Adam Osȩkowski

A dynamic view to moment matching of truncated distributions pp. 87-93

Benoit Liquet and Yoni Nazarathy

A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale pp. 94-101

Dörte Kreher and Ashkan Nikeghbali

A generalization of the Petrov strong law of large numbers pp. 102-108

Valery Korchevsky

Pivotal inference for the scaled half logistic distribution based on progressively Type-II censored samples pp. 109-116

Jung-In Seo and Suk-Bok Kang

Bounds on the expected value of maximum loss of fractional Brownian motion pp. 117-122

Ceren Vardar-Acar and Hatice Bulut

Mixture discrepancy on symmetric balanced designs pp. 123-132

A. Elsawah and Hong Qin

Berry–Esseen bounds for the percentile residual life function estimators pp. 133-140

Mu Zhao and Hongmei Jiang

Spherically symmetric multivariate beta family kernels pp. 141-145

Tarn Duong

An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data pp. 146-152

Yongqiang Tang

A moment-based test for individual effects in the error component model with incomplete panels pp. 153-162

Jianhong Wu, Jinxu Qin and Qing Ding

Cross-classified sampling: Some estimation theory pp. 163-168

C.J. Skinner

Statistical Skorohod embedding problem: Optimality and asymptotic normality pp. 169-180

Denis Belomestny and John Schoenmakers

Volume 103, issue C, 2015

Large and moderate deviations for a class of renewal random indexed branching process pp. 1-5

Zhenlong Gao and Yanhua Zhang

A probabilistic proof of the Hardy inequality pp. 6-7

Stephen G. Walker

An estimator for the tail index of an integrated conditional Pareto–Weibull-type model pp. 8-16

Yuri Goegebeur, Armelle Guillou and Michael Osmann

On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model pp. 17-23

Shuaimin Kang, Min Wang and Tao Lu

On the upper bound in Varadhan’s Lemma pp. 24-29

H.M. Jansen, M.R.H. Mandjes, K. De Turck and S. Wittevrongel

Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains pp. 30-36

A.I. Zeifman and V. Yu. Korolev

Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression pp. 37-45

Tian Xia, Xuejun Jiang and Xueren Wang

Weak convergence of equity derivatives pricing with default risk pp. 46-56

Gaoxiu Qiao and Qiang Yao

Reducing sample size in negative binomial UMPU test pp. 57-61

Uttam Bandyopadhyay, Shirsendu Mukherjee and Dhiman Dutta

Maxima of a triangular array of multivariate Gaussian sequence pp. 62-72

Enkelejd Hashorva, Liang Peng and Zhichao Weng

On shape properties of the receiver operating characteristic curve pp. 73-79

Bhaskar Bhattacharya and Gareth Hughes

Partial stochastic dominance for the multivariate Gaussian distribution pp. 80-85

Amanda Turner and John Whitehead

Model selection and estimation in high dimensional regression models with group SCAD pp. 86-92

Xiao Guo, Hai Zhang, Yao Wang and Jiang-Lun Wu

On the generalized multivariate Gumbel distribution pp. 93-99

Haydar Demirhan and Zeynep Kalaylioglu

Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors pp. 100-104

Debdeep Pati and Anirban Bhattacharya

A note on the e–a histogram pp. 105-109

T.H. Kirschenmann, P. Damien and S.G. Walker

Semi-strong linearity testing in linear models with dependent but uncorrelated errors pp. 110-115

Yacouba Boubacar Maïnassara and Hamdi Raïssi

A new strategy for optimal foldover two-level designs pp. 116-126

A. Elsawah and Hong Qin

Complete asymptotic expansions for normal extremes pp. 127-133

Saralees Nadarajah

Inverse tempered stable subordinators pp. 134-141

A. Kumar and P. Vellaisamy

Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix pp. 142-147

Vered Madar

On Bayesian asymptotics in stochastic differential equations with random effects pp. 148-159

Trisha Maitra and Sourabh Bhattacharya

Fast approximate likelihood evaluation for stable VARFIMA processes pp. 160-168

Jeffrey Pai and Nalini Ravishanker

Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model pp. 169-175

Baosheng Liang, Tao Hu and Xingwei Tong

Discrete strong unimodality of order statistics pp. 176-185

Mahdi Alimohammadi, Mohammad Hossein Alamatsaz and Erhard Cramer

Volume 102, issue C, 2015

A correction term for the covariance of renewal-reward processes with multivariate rewards pp. 1-7

Brendan Patch, Yoni Nazarathy and Thomas Taimre

Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations pp. 8-16

Surong You, Liangjian Hu, Wei Mao and Xuerong Mao

A note on allocation policy in two-parallel–series and two-series–parallel systems with respect to likelihood ratio order pp. 17-21

Jiantian Wang and Henry Laniado

Time series regression with persistent level shifts pp. 22-29

Jonathan Woody

Moment for the inverse Riesz distributions pp. 30-37

Mahdi Louati and Afif Masmoudi

Diffusion hitting times and the bell-shape pp. 38-41

Wissem Jedidi and Thomas Simon

Stochastic comparisons of weighted sums of arrangement increasing random variables pp. 42-50

Xiaoqing Pan, Min Yuan and Subhash C. Kochar

On mixed δ-shock models pp. 51-60

A. Parvardeh and N. Balakrishnan

A generalization of Φ-moment martingale inequalities pp. 61-68

Lihua Peng and Junping Li